ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	125-155	125-260	0-105	0.3%	126-020
High	125-290	125-300	0-010	0.0%	126-020
Low	125-105	125-210	0-105	0.3%	125-045
Close	125-290	125-250	-0-040	-0.1%	125-195
Range	0-185	0-090	-0-095	-51.4%	0-295
ATR	0-129	0-126	-0-003	-2.1%	0-000
Volume	6,536	3,157	-3,379	-51.7%	15,950

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-203	126-157	125-300
R3	126-113	126-067	125-275
R2	126-023	126-023	125-267
R1	125-297	125-297	125-258	125-275
PP	125-253	125-253	125-253	125-243
S1	125-207	125-207	125-242	125-185
S2	125-163	125-163	125-234
S3	125-073	125-117	125-225
S4	124-303	125-027	125-201

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-118	127-292	126-037
R3	127-143	126-317	125-276
R2	126-168	126-168	125-249
R1	126-022	126-022	125-222	125-268
PP	125-193	125-193	125-193	125-156
S1	125-047	125-047	125-168	124-292
S2	124-218	124-218	125-141
S3	123-243	124-072	125-114
S4	122-268	123-097	125-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-300	125-070	0-230	0.6%	0-120	0.3%	78%	True	False	3,913
10	126-020	125-045	0-295	0.7%	0-130	0.3%	69%	False	False	3,148
20	126-020	124-140	1-200	1.3%	0-125	0.3%	83%	False	False	2,700
40	126-245	124-140	2-105	1.9%	0-114	0.3%	58%	False	False	1,505

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-042
2.618	126-216
1.618	126-126
1.000	126-070
0.618	126-036
HIGH	125-300
0.618	125-266
0.500	125-255
0.382	125-244
LOW	125-210
0.618	125-154
1.000	125-120
1.618	125-064
2.618	124-294
4.250	124-148

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	125-255	125-234
PP	125-253	125-218
S1	125-252	125-202

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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